Alfi, V.; Coccetti, F.; Marotta, M.; Pietronero, L.; … - In: Physica A: Statistical Mechanics and its Applications 370 (2006) 1, pp. 30-37
The possibility that price dynamics is affected by its distance from a moving average has been recently introduced as new statistical tool. The purpose is to identify the tendency of the price dynamics to be attractive or repulsive with respect to its own moving average. We consider a number of...
